Date: 9-23-2014
Visits: 2213
What Stress Testing is NotWith banks getting ready for the year-end regulatory stress testing, it is worth looking at what stress testing is and, more importantly, what it is not....

Date: 6-25-2014
Visits: 1247
Stress Testing after Five YearsBorn of necessity during the depths of the financial crisis as part of an effort to restore confidence in the U.S. financial system, supervisory stress testing has in the intervening five years become...

Date: 7-23-2013
Visits: 1003
CCAR Stress Testing: The Devil Lies in The Data?So much has been written about the models being the source of all evils in the risk management space. Surely the breaking down of correlation matrices was responsible to a large extent in the erroneou...

Date: 6-12-2013
Visits: 626
Who is Responsible for Stress Testing?As more institutions implement loan portfolio stress testing, an issue that could cause problems is overarching responsibility. Who in the bank owns stress testing? This problem can be traced to the ...

Date: 5-26-2013
Visits: 520
Stress Testing and Data CollectionSourcing and updating adequate data is one of the most crucial aspects of developing and maintaining a reliable stress testing process. The ability to incorporate updated and relevant data for the str...

Date: 5-11-2013
Visits: 504
Biggest challenges with stress testingSageworks polled 74 U.S. bankers to determine the biggest challenges that institutions have with starting or completing stress testing analysis in their institutions. The biggest obstacle to easy and ...

Date: 5-11-2013
Visits: 635
CCAR Stress Testing: The Devil Lies in The Data? So much has been written about the models being the source of all evils in the risk management space. Surely the breaking down of correlation matrices was responsible to a large extent in the er...